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BSMA3012 - Linear Statistical Models
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BSMA3012 - Linear Statistical Models
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| Field | Value |
|---|---|
| Course Code | BSMA3012 |
| Level | Degree Level Course |
| Credits | 4 |
| Type | Elective |
| Pre-requisites | None |
📖 Description
To introduce linear statistical models and their applications in estimation and testing. The course will illustrate concepts with specific examples, data sets and numerical exercises using statistical package R.
🗓️ Weekly Syllabus
| Week | Topic |
|---|---|
| Week 1 | Review of Estimation, Hypothesis Testing |
| Week 2 | Review of working with R-package |
| Week 3 | Least square estimation, estimable linear functions |
| Week 4 | Normal equations |
| Week 5 | Best Linear Unbiased Estimates (BLUEs). |
| Week 6 | Gauss-Markov Theorem. |
| Week 7 | Degrees of freedom. Fundamental Theorems of Least Square. |
| Week 8 | Testing of linear hypotheses. |
| Week 9 | One-way and two-way classification models |
| Week 10 | ANOVA and ANCOVA. |
| Week 11 | Nested models. Multiple comparisons |
| Week 12 | Introduction to random effect models. |
📚 Books & Resources
Prescribed Books
The following are the suggested books for the course:
Plane Answers to Complex Questions The Theory of Linear Models, Springer by R. Christensen. Linear Statistical Inference by C. R. Rao.
📝 About the Instructors
Siva Athreya
Professor,
International Centre for Theoretical Sciences - TIFR and Indian Statistical Institute,
Bangalore Centre
Siva Athreya received his Bachelor of Science (Honours) Mathematics from St. Stephen’s College, New Delhi, India in 1991. After obtaining a Master of Statistics from Indian Statistical Institute, Kolkata, India in 1993 he obtained his PhD in Mathematics from the University of Washington, Seattle, U.S.A. in 1998. His research interests include: Stochastic Analysis (Stochastic Partial Differential Equations and Stochastic Differential Equations); Random walks among mobile traps; Random Graphs; Tree-valued Processes; Computational Epidemiology. He currently serves as Editor-in-Chief: Electronic Communications in Probability.
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